Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-06 0.287314 0.311768 0.338212 0.369083 0.404329 0.443550 0.490824
2025-07-13 0.259884 0.292262 0.329235 0.375064 0.431043 0.498135 0.586118
2025-07-20 0.240487 0.277790 0.322194 0.379899 0.454388 0.549510 0.684068
2025-07-27 0.222790 0.262697 0.311760 0.377976 0.467431 0.588021 0.770536
2025-08-03 0.210134 0.252194 0.305378 0.379605 0.484135 0.632417 0.872230
2025-08-10 0.194604 0.236534 0.290642 0.368046 0.480511 0.646459 0.929489
2025-08-17 0.180639 0.221806 0.275809 0.354644 0.472210 0.651608 0.972193
2025-08-24 0.172735 0.214500 0.270298 0.353636 0.481686 0.684916 1.069154
2025-08-31 0.169363 0.212982 0.272468 0.363669 0.508773 0.750172 1.239720
2025-09-07 0.163439 0.207517 0.268588 0.364149 0.520452 0.790635 1.372013
2025-09-14 0.157445 0.201579 0.263577 0.362346 0.527946 0.824405 1.499131
2025-09-21 0.151936 0.196012 0.258719 0.360296 0.534623 0.857384 1.634045
2025-09-28 0.144580 0.187602 0.249402 0.350802 0.528006 0.864947 1.713385
2025-10-05 0.141624 0.185418 0.249280 0.356197 0.548526 0.930427 1.968654
2025-10-12 0.138636 0.183014 0.248638 0.360605 0.567665 0.996657 2.258252
2025-10-19 0.134417 0.178565 0.244549 0.358794 0.574691 1.037476 2.490861
2025-10-26 0.131241 0.175529 0.242490 0.360288 0.588284 1.096109 2.818894
2025-11-02 0.125634 0.168573 0.233852 0.349579 0.576189 1.090599 2.906120
2025-11-09 0.119993 0.161378 0.224545 0.337151 0.559527 1.071411 2.932364
2025-11-16 0.117084 0.158279 0.221715 0.336215 0.566692 1.114407 3.249457
2025-11-23 0.116415 0.158597 0.224426 0.345519 0.596567 1.224024 3.972164
2025-11-30 0.114049 0.156162 0.222462 0.345963 0.607137 1.282988 4.506330
2025-12-07 0.111414 0.153207 0.219491 0.344291 0.612761 1.328990 5.023406